+443.8%
LLY vs ADM
+24.5%
+419.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.5% | -9.0% | +4.5% | -3.8% |
| 30D | +13.9% | -14.0% | +27.9% | +15.2% |
| 3M | +13.8% | -9.2% | +22.9% | +14.4% |
| 6M | +37.6% | -9.2% | +46.8% | +38.2% |
| YTD | +26.6% | +24.2% | +2.4% | +23.5% |
| 1Y | +45.3% | +27.0% | +18.4% | +41.5% |
| 3Y | +132.2% | +6.6% | +125.6% | +127.0% |
| All | +443.8% | +24.5% | +419.4% | +387.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling